John B. Lee

University of Auckland

Senior Lecturer

Private Bag 92019

Auckland, 1001

New Zealand

SCHOLARLY PAPERS

6

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1,439

SSRN CITATIONS
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SSRN RANKINGS

Top 29,449

in Total Papers Citations

21

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Are Men More Optimistic?

Number of pages: 54 Posted: 16 Nov 2007 Last Revised: 21 Jan 2009
Ben Jacobsen, John B. Lee and Wessel Marquering
Tilburg University - TIAS School for Business and Society, University of Auckland and Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 613 (44,193)

Abstract:

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Optimism, Pessimism, Gender Difference, Consumer Confidence, Economic Indicators, Risk Aversion

2.

Time-Varying Rare Disaster Risk and Stock Returns

Number of pages: 64 Posted: 18 Mar 2010 Last Revised: 12 Oct 2010
Henk Berkman, Ben Jacobsen and John B. Lee
University of Auckland - Business School, Tilburg University - TIAS School for Business and Society and University of Auckland
Downloads 582 (47,333)
Citation 22

Abstract:

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Equity Premium, Volatility, Rare Disasters, International Political Crises, Consumption

3.

Targeting Market Neutrality

UNSW Business School Research Paper
Number of pages: 31 Posted: 20 Jan 2017 Last Revised: 15 Sep 2017
University of Auckland, UNSW Business School, University of New South Wales, UNSW Australia Business School, School of Banking and Finance and Commonwealth Bank of Australia
Downloads 120 (240,543)

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Beta forecasting, portfolio optimization, short-horizon forecasting

4.

Gender Differences in Optimism and Asset Allocation

Number of pages: 54 Posted: 16 Nov 2007
Tilburg University - TIAS School for Business and Society, University of Auckland, Erasmus University Rotterdam (EUR) - Department of Financial Management and Nottingham University Business School China
Downloads 84 (305,708)
Citation 4

Abstract:

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Optimism, Pessimism, Gender Difference, Consumer Confidence, Economic Indicators, Risk Aversion

5.

Beta Measurement and Forecasting with High Frequency Returns

Number of pages: 31 Posted: 04 Sep 2019
University of New South Wales, University of Auckland, University of Hawaii at Manoa - Shidler College of Business and UNSW Business School, University of New South Wales
Downloads 39 (442,080)

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CAPM, realized betas, systematic risk

6.

Rare Disaster Risk and the Expected Equity Risk Premium

Accounting & Finance, Vol. 57, Issue 2, pp. 351-372, 2017
Number of pages: 22 Posted: 03 Jun 2017
Henk Berkman, Ben Jacobsen and John B. Lee
University of Auckland - Business School, Tilburg University - TIAS School for Business and Society and University of Auckland
Downloads 1 (671,157)
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Abstract:

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Consumption risk, Equity premium, International political crises, Market risk premium, Rare disasters